Skip to main content

parse_trade_bin

Function parse_trade_bin 

Source
pub fn parse_trade_bin(
    bin: &BitmexTradeBin,
    instrument: &InstrumentAny,
    bar_type: &BarType,
    ts_init: UnixNanos,
) -> Result<Bar>
Expand description

Converts a BitMEX trade-bin record into a Nautilus [Bar].

ยงErrors

Returns an error when required OHLC fields are missing from the payload.